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A Unified Approach for Drawdown (Drawup) of一种统一的抽取（提取）方法 时间齐次马尔可夫过程.pdfVIP

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A Unified Approach for Drawdown (Drawup) of一种统一的抽取（提取）方法 时间齐次马尔可夫过程.pdf

    A Unified Approach for Drawdown (Drawup) of Time-Homogeneous Markov Processes David Landriault∗ Bin Li† Hongzhong Zhang‡ 7 1 February 28, 2017 0 2 b e F Abstract 4 2 Drawdown (resp. drawup) of a stochastic process, also referred as the reflected process at its supremum (resp. infimum), has wide applications in

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